Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.570048 0.640078 0.719130 0.815767 0.931807 1.068082 1.242377
2024-10-27 0.484301 0.569063 0.671330 0.806040 0.982318 1.210399 1.537128
2024-11-03 0.444600 0.542183 0.666639 0.841549 1.088987 1.440179 2.004776
2024-11-10 0.419538 0.528506 0.674512 0.892321 1.224369 1.741726 2.683450
2024-11-17 0.387857 0.501126 0.658940 0.906097 1.307483 1.986789 3.377540
2024-11-24 0.357871 0.472085 0.636455 0.904755 1.365352 2.206154 4.136386
2024-12-01 0.324068 0.433841 0.595533 0.867565 1.354421 2.296970 4.674163
2024-12-08 0.296086 0.401428 0.559741 0.833256 1.341387 2.380014 5.249799
2024-12-15 0.283382 0.390582 0.555987 0.852061 1.430855 2.708218 6.755473
2024-12-22 0.280618 0.394480 0.575858 0.915073 1.622722 3.352938 10.047900
2024-12-29 0.270629 0.385979 0.574118 0.937827 1.735958 3.857844 13.693611
2025-01-05 0.255855 0.368528 0.555306 0.924830 1.765548 4.143800 16.899879
2025-01-12 0.240759 0.350479 0.535578 0.911162 1.800830 4.504718 21.934301
2025-01-19 0.224897 0.329992 0.509640 0.881249 1.789444 4.712966 26.856047
2025-01-26 0.218391 0.324756 0.510688 0.908252 1.934832 5.607323 44.558298
2025-02-02 0.214757 0.324092 0.520029 0.955020 2.152855 7.038589 94.274760
2025-02-09 0.206810 0.315238 0.512888 0.963306 2.262121 8.115592 183.012243
2025-02-16 0.197976 0.304175 0.500408 0.957137 2.325183 9.046864 369.169159
2025-02-23 0.186024 0.286779 0.474036 0.913855 2.253321 9.096278 518.670092
2025-03-02 0.175434 0.271315 0.450492 0.874980 2.188457 9.158806 767.850452
2025-03-09 0.171331 0.267456 0.450008 0.893727 2.334256 10.951303 6828.818878
2025-03-16 0.171746 0.271922 0.466912 0.960125 2.689604 15.440868 NaN
2025-03-23 0.168255 0.268798 0.467612 0.983716 2.889851 19.294049 NaN